Pages that link to "Item:Q4399504"
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The following pages link to A bootstrap procedure in linear regression with nonstationary errors (Q4399504):
Displaying 9 items.
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Bootstrap of linear model with AR-error structure (Q1907601) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Block bootstrap for dependent errors-in-variables (Q2979966) (← links)
- Block external bootstrap in partially linear models with nonstationary strong mixing error terms (Q4673112) (← links)
- (Q4916567) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)